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Content
November 2002, Volume 19, Issue 3
September 2002, Volume 19, Issue 2
- 111-129 An Assessment of Empirical Model Performance When Financial Market Transactions Are Observed at Different Data Frequencies: An Application to East Asian Exchange Rates
by Wang, Kai-Li & Fawson, Chris & Barrett, Christopher B
- 131-153 Valuation Relevance of Allowance for Funds Used during Construction and Operating Income: The Effects of Regulatory Climates and Deregulation
by Nwaeze, Emeka T & Lulseged, Ayalew
- 155-180 Intraday Return Volatility Process: Evidence from NASDAQ Stocks
by Rahman, Shafiqur & Lee, Cheng-few & Ang, Kian Ping
- 181-213 Price Transmission Effect between GDRs and Their Underlying Stocks--Evidence from Taiwan
by Chen, Shen-Yuan & Chou, Li-Chuan & Yang, Chau-Chen
- 215-237 Strategic Decision Making of the Firm under Asymmetric Information
by Luo, Guo Ying & Brick, Ivan & Frierman, Michael
July 2002, Volume 19, Issue 1
June 2002, Volume 18, Issue 4
- 323-344 Security Market Effects Associated with SFAS No. 131: Reported Business Segments
by Ettredge, Michael & Kwon, Soo Young & Smith, David
- 345-358 Multiperiod Strip Hedging of Forward Commitments
by Lien, Donald & Shaffer, David R
- 359-379 Dilution, Dividend Commitments and Liquidity: Do Dividend Changes Reflect Information Signaling?
by Viswanath, P V & Kim, Yu Kyung & Pandit, Jayant
- 381-404 A Time-Series Model of Stock Returns with a Positive Short-Term Correlation and a Negative Long-Term Correlation
by Khil, Jaeuk & Lee, Bong-Soo
- 405-421 Information Content of Earnings and Earnings Components of Commercial Banks: Impact of SFAS No. 115
by Jaggi, Bikki & Zhao, Ronald
May 2002, Volume 18, Issue 3
- 219-237 The Evolution of Market Efficiency: 103 Years Daily Data of the Dow
by Gu, Anthony Yanxiang & Finnerty, Joseph
- 239-257 Stock Returns and Volatility under Market Segmentation: The Case of Chinese A and B Shares
by Yeh, Yin-Hua & Lee, Tsun-siou & Pen, Jen-fu
- 259-272 The Relationship between Changes in Fixed Plant Investment and the Likelihood of Emergence from Corporate Financial Distress
by Kane, Gregory D & Richardson, Frederick M
- 273-291 The Usefulness of Derivative-Related Accounting Disclosures
by Seow, Gim S & Tam, Kinsun
- 293-315 Detection of Financial Time Series Turning Points: A New CUSUM Approach Applied to IPO Cycles
by Blondell, David & Hoang, Philip & Powell, John G. & Shi, Jing
March 2002, Volume 18, Issue 2
- 95-118 Estimating Beta
by Shalit, Haim & Yitzhaki, Shlomo
- 119-138 The Valuation of MNC International Operations during the 1990s
by Christophe, Stephen E & Pfeiffer, Ray J, Jr
- 139-159 The Underpricing and Excess Returns of Initial Public Offerings in Taiwan Based on Noisy Trading: A Stochastic Frontier Model
by Chen, Anlin & Hung, Chen Chein & Wu, Chin-Shun
- 161-183 The Influence of Long-Term Performance Plans on Earnings Management and Firm Performance
by Richardson, Vernon J & Waegelein, James F
- 185-209 Computing a Multivariate Normal Integral for Valuing Compound Real Options
by Lin, William T
January 2002, Volume 18, Issue 1
- 5-19 Are Investor Reactions to R&D Influenced by the Corporate Headquarter's Location?
by Swanson, Zane L & Singer, Robert
- 21-38 Trade Disclosure, Information Learning and Securities Market Performance
by Wu, Chunchi & Zhang, Wei
- 39-58 Gain, Loss, and Two-State Modeling
by O'Connor, Philip & Rozeff, Michael S
- 59-73 Economic Value Added, Future Accounting Earnings, and Financial Analysts' Earnings Per Share Forecasts
by Machuga, Susan M & Pfeiffer, Ray J, Jr & Verma, Kiran
December 2001, Volume 17, Issue 4
- 327-350 Empirical Identification of Non-informational Trades Using Trading Volume Data
by Lee, Bong-Soo & Rui, Oliver M
- 351-360 Fuzzy Numbers in the Credit Rating of Enterprise Financial Condition
by Syau, Yu-Ru & Hsieh, Hai-Teh & Lee, E Stanley
- 361-376 Prior Information and the Market Reaction to Dividend Changes
by Best, Roger J & Best, Ronald W
- 377-395 The Performance, Asset Allocation, and Investment Style of International Equity Managers
by Bhargava, Rahul & Gallo, John G & Swanson, Peggy E
- 397-420 Cost Inefficiency, Size of Firms and Takeovers
by Trimbath, Susanne & Frydman, Halina & Frydman, Roman
November 2001, Volume 17, Issue 3
- 223-235 Value Relevance of Nonfinancial Information: The Case of Patent Data
by Hirschey, Mark & Richardson, Vernon J & Scholz, Susan
- 237-265 Applying Portfolio Change and Conditional Performance Measures: The Case of Industry Rotation via the Dynamic Investment Model
by Grauer, Robert R & Hakansson, Nils H
- 267-282 Option Trading and the Intervalling Effect Bias in Beta
by Ho, Li-Chin Jennifer & Tsay, Jeffrey J
- 283-300 Market Imperfections as the Cause of Accounting Income Smoothing--The Case of Differential Capital Access
by Srinidhi, Bin & Ronen, Joshua & Maindiratta, Ajay
- 301-318 Empirical Analysis of Stock Returns and Volatility: Evidence from Seven Asian Stock Markets Based on TAR-GARCH Model
by Chiang, Thomas C & Doong, Shuh-Chyi
September 2001, Volume 17, Issue 2
July 2001, Volume 17, Issue 1
- 5-26 Stock Market Volatility and Economic Factors
by Binder, John J & Merges, Matthias J
- 27-43 Portfolio Returns, Market Volatility, and Seasonality
by Chen, Chao & Zhou, Zhong-Guo
- 45-62 Economic Consequences of the Cancellation of Inner Reserves for Hong Kong Banks
by Leung, Sidney & Zhao, Ronald
- 63-79 An Empirical Examination of the Pricing of Seasoned Equity Offerings: A Test of the Signaling Hypothesis
by Karim, Khondkar E. & Rutledge, Robert W. & Gara, Stephen C. & Ahmed, Mojib, U.
- 81-98 Improving the Precision of Analysts' Earnings Forecasts by Adjusting for Predictable Bias
by Han, Bong H & Manry, David & Shaw, Wayne
June 2001, Volume 16, Issue 4
- 299-310 Investment Opportunities, Free Cash Flow and Stock Valuation Effects of Corporate Investments: The Case of Taiwanese Investments in China
by Chen, Sheng-Syan & Chung, Tsai-Yen & Chung, Ly-Inn
- 311-321 A Note on International Portfolio Diversification with Short Selling
by So, Raymond W & Tse, Yiuman
- 323-343 An Empirical Investigation of Firm Longevity: A Model of the Ex Ante Predictors of Financial Distress
by Turetsky, Howard F & McEwen, Ruth Ann
- 345-368 The Responses of Interest Rate Spreads to Information Releases
by Aggarwal, Raj & Chaudhry, Mukesh & Christie-David, Rohan & Koch, Timothy W.
May 2001, Volume 16, Issue 3
- 191-203 Linear Accounting Valuation When Abnormal Earnings Are AR(2)
by Callen, Jeffrey L & Morel, Mindy
- 205-221 A Fundamental Approach to Estimating Economies of Scale and Scope of Financial Products: The Case of Mutual Funds
by Ang, James S & Lin, James Wuh
- 223-250 Bank Managers' Heterogeneous Decisions on Discretionary Loan Loss Provisions
by Lobo, Gerald J & Yang, Dong-Hoon
- 251-267 Hysteresis Models of Investment with Multiple Uncertainties and Exchange Rate Risk
by Martzoukos, Spiros H
- 269-290 Market Reactions to Corporate Restructurings
by Poon, Percy S & Newbould, Gerald D & Durtschi, Cindy
March 2001, Volume 16, Issue 2
- 103-115 The Relationship between REITs Returns and Inflation: A Vector Error Correction Approach
by Lu, Chiuling & So, Raymond W
- 117-130 An Examination of Alternative Factor Models in UK Stock Returns
by Fletcher, Jonathan
- 131-148 Determinants of the Dollar Value of Default Risk: A Put Option Perspective
by Chu, Quentin C & Lin, Yun-Yung
- 149-170 Comparative Performance of Chinese Commercial Banks: Analysis, Findings and Policy Implications
by Li, Shanling & Liu, Feng & Liu, Suge & Whitmore, G. A.
- 171-181 Hedging Multiperiod Forward Commitments: The Case of Period-by-Period Quantity Uncertainty
by Lien, Donald & Shaffer, David R
January 2001, Volume 16, Issue 1
- 5-32 The Optimal Redemption Schedule of Serial Municipal Debt: A Dynamic Reconciliation of Revenues, Reinvestment Rates and the Term Structure
by Stanhouse, Bryan & Stock, Duane
- 33-52 Internal versus External Equity Funding
by Park, Chul W & Pincus, Morton
- 53-63 Foreign Acquisitions and Managerial Discretion
by Yung, Kenneth K
- 65-80 Relationship between Expected Treasury Bill and Eurodollar Interest Rates: A Fractional Cointegration Analysis
by Shrestha, Keshab & Welch, Robert L
- 81-93 Measuring Investment Risk Based on Tail Thickness
by Dargahi-Noubary, G R & Smith, Wm Steven
December 2000, Volume 15, Issue 4
- 307-323 Intangible Assets and Corporate Signaling
by Gelb, David S & Siegel, Philip
- 325-347 Information Asymmetry and Earnings Management: Some Evidence
by Richardson, Vernon J
- 349-370 The Valuation Accuracy of the Price-Earnings and Price-Book Benchmark Valuation Methods
by Cheng, C S Agnes & McNamara, Ray
- 371-389 Voluntary Causal Disclosures: Tendencies and Capital Market Reaction
by Baginski, Stephen P & Hassell, John M & Hillison, William A
- 391-411 The Value Relevance of Multiple Occurrences of Nonrecurring Items
by Black, Ervin L & Carnes, Thomas A & Richardson, Vernon J
November 2000, Volume 15, Issue 3
- 195-216 Signaling, Financial Slack and Corporate Acquisitions
by Bowers, Helen M & Moore, Norman H & Tse, K S Maurice
- 217-233 Collusion Proof Transfer Payment Schemes with Multiple Agents
by Li, Shu-Hsing & Balachandran, Kashi R
- 235-257 An International Asset Pricing Model with Time-Varying Hedging Risk
by Chang, Jow-Ran & Hung, Mao-Wei
- 259-276 A Neural Network Approach for Analyzing Small Business Lending Decisions
by Wu, Chunchi & Wang, Xu-Ming
- 277-297 Reaction of Bank Stock Prices to Loan-Loss Reserve Announcements
by Docking, Diane Scott & Hirschey, Mark & Jones, Elaine
September 2000, Volume 15, Issue 2
- 107-126 The Effects of Downsizing on Operating Performance
by Espahbodi, Reza & John, Teresa A & Vasudevan, Gopala
- 127-135 Future Stock Performance of Oil and Gas Firms Conditional on the Imputed Value of Reserves
by Henning, Steven L & Shaw, Wayne H
- 137-151 Financial Analysts' Earnings Forecast Dispersion and Intraday Stock Price Variability around Quarterly Earnings Announcements
by Lobo, Gerald J & Tung, Samuel S
- 153-167 The Impact of the Reduction in Tick Increments in Major U.S. Markets on Spreads, Depth, and Volatility
by Van Ness, Bonnie F & Van Ness, Robert A & Pruitt, Stephen W
- 169-185 Managerial Ownership and Accounting Disclosures: An Empirical Study
by Gelb, David S
July 2000, Volume 15, Issue 1
- 5-20 Smooth Transition ARCH Models: Estimation and Testing
by Lee, Junsoo & Degennaro, Ramon P
- 21-35 Valuation Implications of Investment Opportunities and Earnings Permanence
by Jones, Jefferson P & Morton, Richard M & Schaefer, Thomas F
- 37-55 Are There Sectoral Anomalies Too? The Pitfalls of Unreported Multiple Hypothesis Testing and a Simple Solution
by Greenstone, Michael & Oyer, Paul
- 57-79 An Examination of Substitution among Monitoring Devices: The Case of Internal and External Audit Expenditures
by Ettredge, Michael & Reed, Margaret & Stone, Mary
- 81-97 Equity Manager Selection and Performance
by Collins, Bruce & Fabozzi, Frank
June 2000, Volume 14, Issue 4
- 319-339 The Post-issue Market Performance of Initial Public Offerings in China's New Stock Markets
by Chen, Gongmeng & Firth, Michael & Kim, Jeong-Bon
- 341-360 Does Trading Volume Contain Information to Predict Stock Returns? Evidence from China's Stock Markets
by Lee, Cheng F & Rui, Oliver M
- 361-380 A Complete Nonparametric Event Study Approach
by Dombrow, Jonathan & Rodriguez, Mauricio & Sirmans, C F
- 381-397 Using Daily High/Low Time to Test for Intraday Random Walk in Two Index Futures Markets
by Mok, Debby M Y & Lam, K & Li, W
- 399-417 A Regime-Level Empirical Model of the Specialist Quote Revision Process
by Harris, Frederick H Deb & McInish, Thomas H
May 2000, Volume 14, Issue 3
March 2000, Volume 14, Issue 2
- 111-130 Would Switching to Timely Reviews Delay Quarterly and Annual Earnings Releases?
by Ettredge, Mike & Simon, Dan & Smith, David B. & Stone, Mary
- 131-153 Return Volatility, Trading Imbalance and the Information Content of Volume
by Wu, Chunchi & Xu, Xiaoqing Eleanor
- 155-160 Comparing Trading Performance of the Constant and Dynamic Hedge Models: A Note
by Yeh, Sally C & Gannon, Gerard L
- 161-192 The Role of Transfer Price for Coordination and Control within a Firm
by Yeom, Sungsoo & Balachandran, Kashi R & Ronen, Joshua
- 193-208 Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems
by Adkins, Lee C & Krehbiel, Timothy & Hill, R Carter
January 2000, Volume 14, Issue 1
- 5-15 The Relationship between Federal Deficits and Real Interest Rates
by Tseng, K C
- 17-43 U.S. Banking Sector Risk in an Era of Regulatory Change: A Bivariate GARCH Approach
by Brooks, Robert D. & Faff, Robert W. & McKenzie, Michael D. & Ho, Yew Kee
- 45-65 Detecting Abnormal Bid-Ask Spread: A Comparison of Event Study Methods
by Affleck-Graves, John & Callahan, Carolyn M & Ramanan, Ramachandran
- 67-84 Rationality of Stock Splits: The Target-Price Habit Hypothesis
by So, Raymond W & Tse, Yiuman
- 85-102 An Empirical Analysis of Quoted Depths of NYSE and Amex Stocks
by Charoenwong, Charlie & Chung, Kee H
December 1999, Volume 13, Issue 4
- 323-345 Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology
by Kahya, Emel & Theodossiou, Panayiotis
- 347-366 The Ex Post Performance of Four Portfolio Selection Algorithms
by Frankfurter, George M & Phillips, Herbert E & Faulk, Greg
- 367-391 Microstructure of Firms' Disclosure
by Tzur, Joseph & Yaari, Varda
- 393-399 Net Value Added and Earnings Determination
by Riahi-Belkaoui, Ahmed
- 401-416 Chaebol, Investment Opportunity Set and Corporate Debt and Dividend Policies of Korean Companies
by Gul, Ferdinand A & Kealey, Burch T
November 1999, Volume 13, Issue 3
- 227-247 Asset Liquidity, Moral Hazard, and Bank Loan Rescheduling
by Anderson, Michael H
- 249-260 A Model of Return Volatility with Application to Estimating Relative Risk Aversion
by Klock, Mark & Phillips, Robert F
- 261-276 The Time-Series Behavior of IPO Betas
by Neill, John D & Perfect, Steven B & Wiles, Kenneth W
- 277-293 An Analysis of the Underreported Magnitude of the Total Indirect Costs of Financial Distress
by Chen, G M & Merville, L J
- 295-313 Models with Unexpected Components: The Case for Efficient Estimation
by Tufte, David & Wohar, Mark E
September 1999, Volume 13, Issue 2
- 111-135 Estimating and Testing Exponential-Affine Term Structure Models by Kalman Filter
by Duan, Jin-Chuan & Simonato, Jean-Guy
- 137-151 Is the Term Premium a Risk Premium?
by Ederington, Louis H & Goh, Jeremy C
- 153-169 The Impact of Information Release on Stock Price Volatility and Trading Volume: The Rights Offering Case
by Bae, Sung C & Jo, Hoje
- 171-188 Random Walks and Market Efficiency Tests: Evidence from Emerging Equity Markets
by Karemera, David & Ojah, Kalu & Cole, John A
- 189-207 Simulation of Controlled Financial Statements
by Leitch, Robert A & Chen, Yining
July 1999, Volume 13, Issue 1
June 1999, Volume 12, Issue 4
- 327-340 On the Validity of the Wiener Process Assumption in Option Pricing Models: Contradictory Evidence from Taiwan
by Yen, Gili & Yen, Eva C
- 341-350 The Determinants of Debt Maturity: The Case of Bank Financing in Singapore
by Chen, Sheng-Syan & Ho, Kim Wai & Yeo, Gillian H H
- 351-370 On the Nonlinear Specifications of Short-Term Interest Rate Behavior: Evidence from Euro-Currency Markets
by Chiang, Thomas C & Chiang, Jeanette Jin
- 371-381 An Analysis of Joint Effects of Investment Opportunity Set, Free Cash Flows and Size on Corporate Debt Policy
by Jaggi, Bikki & Gul, Ferdinand A
- 383-393 Simplified Valuation of Single-Payoff Financial Instruments
by Carroll, R B & Brask, D A
- 395-413 The Effect of Option Trading on the Structure of Equity Bid/Ask Spreads
by Kim, Suhkyong & Diltz, J David
May 1999, Volume 12, Issue 3
March 1999, Volume 12, Issue 2
- 103-112 A Performance Comparison between Cross-Sectional Stochastic Dominance and Traditional Event Study Methodologies
by Larsen, Glen A, Jr & Resnick, Bruce G
- 113-133 Stock Price Adjustment to the Information in Dividend Changes
by Van Eaton, R D
- 135-157 The Estimation of Systematic Risk under Differentiated Risk Aversion: A Mean-Extended Gini Approach
by Gregory-Allen, Russell B & Shalit, Haim
- 159-170 CVP under Uncertainty and the Manager's Utility Function Revisited
by Chan, Derek K & Wong, Kit Pong
- 171-188 An Examination of Initial Shareholdings in Tender Offer Bids
by Asquith, Daniel & Kieschnick, Robert
January 1999, Volume 12, Issue 1
- 5-20 Predicting Subsequent Management Forecasting Behavior at the Date of an Initial Public Offering
by Baginski, Stephen P & Hassell, John M & Neill, John D
- 21-34 Stochastic Discount Rates, Productivity Shocks and Capital Asset Pricing
by Peng, Yajun & Shawky, Hany
- 35-47 Q, Cash Flow and Investment: An Econometric Critique
by Baum, Christopher F & Thies, Clifford F
- 49-64 Sensitivity of Systematic Risk Estimates to the Return Measurement Interval under Serial Correlation
by Kim, Dongcheol
- 65-88 Firm-Theoretic Limitations on Proposition III
by Peyser, Paul S
- 89-96 A Note on Perceptions of Finance Journal Quality
by Borde, Stephen F & Cheney, John M & Madura, Jeff
November 1998, Volume 11, Issue 3
September 1998, Volume 11, Issue 2
July 1998, Volume 11, Issue 1
- 5-22 The Effect of Interest Rates on the Value of Corporate Assets and the Risk Premia of Corporate Debt
by Lesseig, Vance P & Stock, Duane
- 23-35 The Effect of Market Transparency: Volatility and Liquidity in the Korean Stock Market
by Lee, Sang Bin & Chung, Jee Seok
- 37-51 The Economic Significance of the Cross-Sectional Autoregressive Model: Further Analysis
by Levy, Haim & Lim, Kok Chew
- 53-68 Degree of Multinationality and Financial Performance: A Study of U.S.-Based Multinational Corporations
by Omer, Khursheed & Durr, David & Siegel, Philip H
- 69-91 Some Tests of the Risk-Return Relationship Using Alternative Asset Pricing Models and Observed Expected Returns
by Shafiqur-Rahman & Coggin, T Daniel & Lee, Cheng-Few
May 1998, Volume 10, Issue 3
March 1998, Volume 10, Issue 2
- 127-154 A Unified Model of Corporate Acquisitions and Divestitures: An Incentive Perspective
by Choi, Yoon K & Merville, Larry J
- 155-172 Re-examining Variance-Bounds Tests for Asset Prices
by Amano, Robert A & Wirjanto, Tony S
- 173-191 Acceptance of Accounting Standards
by Dunmore, Paul V & Falk, Haim
- 193-206 Common Stochastic Trends among Asian Currencies: Evidence for Japan, ASEANs, and the Asian Tigers
by Aggarwal, Raj & Mougoue, Mbodja
- 207-226 Companies' Modest Claims about the Value of CEO Stock Option Awards
by Yermack, David
January 1998, Volume 10, Issue 1
- 5-19 A Unified Approach for Pricing Contingent Claims on Multiple Term Structures
by Jarrow, Robert A & Turnbull, Stuart M
- 21-37 On the Efficiency of Conditional Heteroskedasticity Models
by Lee, T Y & Wirjanto, Tony S
- 39-58 The Nature and Persistence of Initial Public Offering Aftermarket Returns Predictability
by Hensler, Douglas A
- 59-74 Ratio Analysis Using Rank Transformation
by Kane, Gregory D & Meade, Nancy L
- 75-94 Benchmark Invariancy, Seasonality and APM-Free Portfolio Performance Measures
by Kryzanowski, Lawrence & Lalancette, Simon & To, Minh Chau
- 95-113 Fractionally Integrated Models with ARCH Errors: With an Application to the Swiss One-Month Euromarket Interest Rate
by Hauser, Michael A & Kunst, Robert M
October 1997, Volume 9, Issue 3
- 227-250 How Firms Make Capital Expenditure Decisions: Financial Signals, Internal Cash Flows, Income Taxes and the Tax Reform Act of 1986
by Beatty, Randolph & Riffe, Susan & Welch, Ivo
- 251-267 Nonparametric Smoothing of Yield Curves
by Tanggaard, Carsten
- 269-288 On the Distribution of CBOE Option Trade Prices Occurring between Consecutive Stock Trades
by Chung, T Y & Welch, R L & Chen, D M
- 289-300 A Note on the Analytics and Geometry of Limiting Mean-Variance Investment Opportunity Sets
by Korkie, Bob & Turtle, Harry J
- 301-326 The Impact of Information Diffusion on Comparisons among Various Trading Mechanisms
by Liu, Yu-Jane & Liu, Victor W & Wu, Chin-Shun
September 1997, Volume 9, Issue 2
- 111-129 Calculating the Cost of Capital of an Unlevered Firm for Use in Project Evaluation
by Brick, Ivan E & Weaver, Daniel G
- 131-146 The Relation between Patent Citations and Tobin's Q in the Semiconductor Industry
by Shane, Hilary & Klock, Mark
- 146-163 A Comparative Study on Interday Market Volatility and Intraday Price Transmission of Nikkei/JGB Futures Markets between Japan and Singapore
by Shyy, Gang & Shen, Chung Hua
- 165-180 The Effect of Option Listing on Bid-Ask Spreads, Price Volatility, and Trading Activity of the Underlying OTC Stocks
by Wei, Peihwang & Poon, Percy S & Zee, Susan
- 181-202 Impact of Earnings, Dividends and Cash Flows on Stock Returns: Case of Taiwan's Stock Market
by Chu, Eric Liluan
- 203-217 Empirical Analyses of Three Explanations for the Positive Autocorrelation of Short-Horizon Stock Index Returns
by Ogden, Joseph P
July 1997, Volume 9, Issue 1
- 17-34 Does Post-Earnings-Announcement Drift in Stock Prices Reflect a Market Inefficiency? A Stochastic Dominance Approach
by Bernard, Victor L & Seyhun, H Nejat
- 35-52 Price Limits and Beta
by Lee, Sang Bin & Kim, Dae Joong
- 53-70 Asset Allocation via the Conditional First Exit Time or How to Avoid Outliving Your Money
by Milevsky, Moshe Arye & Ho, Kwok & Robinson, Chris
- 71-88 Financial Ratio Adjustment: Industry-Wide Effects or Strategic Management
by Wu, Chunchi & Ho, Shih-Jen Kathy
- 89-101 Binomial Option Pricing with Skewed Asset Returns
by Johnson, R Stafford & Pawlukiewicz, James E & Mehta, Jayesh M
May 1997, Volume 8, Issue 3